Independent ratio of linear combinations of chi square variables
2 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Linear combinations of chi square variables have already been implemented in Matlab, so I thought it should be also the case for the independent ratio.
More precisely, I want to compute the quantiles of the ratio of $X$, which is a chi square variable with $r_1$ degrees of freedom and independent from $Y$, and $Y$, which is a linear combination of independent central chi square variables.
Kind regards, Mohamed
1 commentaire
Tom Lane
le 17 Sep 2013
When you write that linear combinations of chi-square variables are implemented, what do you have in mind?
The ratio of two independent chi-squares has an F distribution (or a multiple of one). I don't know the distribution if the denominator is a linear combination of chi-squares.
Réponses (0)
Voir également
Catégories
En savoir plus sur Hypothesis Tests dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!